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#29 Home Bias: Warum heimische Anlagen nicht immer die beste Wahl sind

Many investors tend to invest in what they know well and are familiar with – this is known as «Home Bias». Home Bias refers to the overweighting of shares from one's own country. While a purely domestic investment portfolio can certainly have its advantages, it also means foregoing opportunities for returns in other countries.

#29 Home bias: Why domestic investment products are not always the best choice

#16 FX Hedging: Währungsrisiko absichern oder nicht?

FX hedging, or hedging against currency risks, is a topic that is often discussed in the financial world. But how exactly does FX hedging work and should you hedge your portfolio against currency risks?

#16 FX Hedging: To hedge currency risk or not?

Tauche mit uns ein in die Geschichte der modernen Portfoliotheorie. Felix beleuchte in diesem Coffee Break die bahnbrechenden Arbeiten zweier Ökonomen: Fischer Black und Robert Litterman.

Die Pioniere: Fischer Black und Robert Litterman: Im Jahr 1990 veränderten Black und Litterman die Welt der Finanzen mit ihrem revolutionären Black-Litterman-Modell. 

Vor dem Black-Litterman: Die Mean-Variance-Optimierung: Um die Bedeutung des Black-Litterman-Modells zu verstehen, werfen wir einen Blick auf die Zeit vor seiner Entstehung. Die damals gängige Mean-Variance-Optimierung von Harry Markowitz hatte ihre Schwächen, insbesondere bei der Berechnung erwarteter Renditen und der Empfindlichkeit gegenüber kleinen Änderungen.

Die Wende mit Black-Litterman: Das Black-Litterman-Modell brachte eine bahnbrechende Veränderung, indem es das Gleichgewichtsportfolio als Ausgangspunkt für die Portfoliooptimierung nutzte. Dies minimierte Unsicherheiten bei erwarteten Renditen und ermöglichte es, individuelle Meinungen und Erwartungen der Anleger zu integrieren.

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#12 Wie funktioniert das Black-Litterman Modell?

In today's Coffee Break, we take a deep dive into the world of modern portfolio theory, in particular the groundbreaking Black-Litterman model.

#12 How does the Black-Litterman model work?

What is the return on my portfolio? – At first glance, a simple question to which there should be an equally simple answer. But only at first glance. And many of our clients also seem to fail because of the complexity of answering this question. Here we look at various approaches and explain in detail how we calculate the return on your portfolio.

At True Wealth, we measure returns using two methods: money-weighted and time-weighted. The difference indicates whether you are trying to outperform the market.

Money-weighted return: How to expose tactical trading

«What is too good to be true is often not true»

FINMA protects small investors from hedge funds. Hedge funds are only permitted for wealthy individuals above a certain threshold. If you're a qualified investor, should you take part?

Hedge funds: suitable for qualified investors?

«With smart beta, often only the risk is smartly hidden»

At True Wealth, we rely on passive investing, on pure beta, for our clients' portfolios. But wouldn't smart beta be even smarter?